+67.5%
HST vs ROP
-16.7%
+84.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.8% | +1.4% |
| 7D | -1.0% | -4.4% | +3.4% | +0.4% |
| 30D | -12.3% | +3.2% | -15.5% | -13.3% |
| 3M | -6.4% | +23.1% | -29.4% | -13.5% |
| 6M | +15.0% | +13.3% | +1.7% | +9.6% |
| YTD | +30.5% | -7.9% | +38.4% | +37.3% |
| 1Y | +35.7% | -22.1% | +57.7% | +56.6% |
| All | +67.5% | -16.7% | +84.2% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling